+259.9%
WMB vs CHRW
+131.6%
+128.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.1% |
| 7D | -6.7% | +0.2% | -6.9% | -6.7% |
| 30D | -8.6% | -9.4% | +0.8% | -7.0% |
| 3M | -4.9% | -13.3% | +8.3% | -2.7% |
| 6M | -6.3% | -24.2% | +17.9% | -2.3% |
| YTD | +13.0% | -18.9% | +31.8% | +14.5% |
| 1Y | +14.9% | -12.4% | +27.3% | +14.2% |
| 3Y | +113.4% | +72.2% | +41.1% | +71.1% |
| 5Y | +190.2% | +53.4% | +136.8% | +135.5% |
| 10Y | +259.9% | +127.0% | +132.9% | +168.2% |
| All | +259.9% | +131.6% | +128.2% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling